[R] the significance of BEKK estimation

[bilelsan]

Hi zoe,
it's easy in a spreadsheet to calculate the p-value; estimates/stand.error =
1.96>5%<-1.96
for the asymmetry you must use:
model=mGJR.est(eps1=#1, eps2=#2, order=c(1,1,1))
mvBEKK.diag(model)

cheers


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